I have an MIP model, which includes some sets of binary variables, e.g., y_{rnt}. Instead of having a loop over each index (like below), I would like to only print (an store) variables such that y_{rnt}=1. Does the docplex offer any function in python?
The example for identifying with multiple loops (inefficient):
# R, N, and T are inputs. We also have the solution as the output of the MIP model
x = 0
for r in range(1, R+1):
for n in range(1, N+1):
for t in range(1, T+1):
if solution.get_value(y[r, n, t]) == 1:
x = x + 1
Assuming your y variables are defined as a variable dict, Docplex provides the get_value_dict method on a solution object. This method converts the variable dictionary into a value dictionary, with identical keys.
In addition, if you pass keep_zeros=False then zero values are discarded.
Note that zero values are tested with a precision (default is 1e-6) as all values in Cplex are floating-point, including binary variable values. This means your above code might well "miss" binary variables the value of which would be output as 0.99999 by Cplex.
To summarize:
xd = sol.get_value_dict(vd, keep_zeros=False)
where vd is a variable dictionary, returns a new dictionary with identical keys, where values are non-zero values from sol.
If you're only interested in the variables, use the keys of this dict.